Periodic-impact motions and bifurcations of vibro-impact systems near 1:4 strong resonance point

Two typical vibro-impact systems are considered. The periodic-impact motions and Poincaré maps of the vibro-impact systems are derived analytically. A center manifold theorem technique is applied to reduce the Poincaré map to a two-dimensional one, and the normal form map associated with 1:4 strong resonance is obtained. Two-parameter bifurcations of fixed points in the vibro-impact systems, associated with 1:4 strong resonance, are analyzed. The results from simulation illustrate some interesting features of dynamics of the vibro-impact systems. Some complicated bifurcations, e.g., tangent, fold and Neimark–Sacker bifurcations of period-4 orbits are found to exist near the 1:4 strong resonance points of the vibro-impact systems.     

Chaotic dynamics of the vibro-impact system under bounded noise perturbation

In this paper, chaotic dynamics of the vibro-impact system under bounded noise excitation is investigated by an extended Melnikov method. Firstly, the Melnikov method in the deterministic vibro-impact system is extended to the stochastic case. Then, a typical stochastic Duffing vibro-impact system is given to application. The analytic conditions for occurrence of chaos are derived by using the random Melnikov process in the mean-square-value sense. In addition, the numerical simulations confirm the validity of analytic results. Also, the influences of interesting system parameters on the chaotic dynamics are discussed.     

Suppressing chaos of a complex Duffing's system using a random phase

The effect of random phase for a complex Duffing's system is investigated. We show as the intensity of random noise properly increases the chaotic dynamical behavior will be suppressed by the criterion of top Lyapunov exponent, which is computed based on the Khasminskii's formulation and the extension of Wedig's algorithm for linear stochastic systems. Also Poincaré map analysis, phase plot and the time evolution are carried out to confirm the obtained results of Lyapunov exponent on dynamical behavior including the stability, bifurcation and chaos. Thus excellent agreement between these results is found.     

Dynamics of a small vibro-impact pile driver

A mathematical model is developed to study periodic-impact motions and bifurcations in dynamics of a small vibro-impact pile driver. Dynamics of the small vibro-impact pile driver can be analyzed by means of a three-dimensional map, which describes free flight and sticking solutions of the vibro-impact system, between impacts, supplemented by transition conditions at the instants of impacts. Piecewise property and singularity are found to exist in the Poincaré map. The piecewise property is caused by the transitions of free flight and sticking motions of the driver and the pile immediately after the impact, and the singularity of map is generated via the grazing contact of the driver and the pile immediately before the impact. These properties of the map have been shown to exhibit particular types of sliding and grazing bifurcations of periodic-impact motions under parameter variation. The influence of piecewise property, grazing singularities and parameter variation on the performance of the vibro-impact pile driver is analyzed. The global bifurcation diagrams for the impact velocity of the driver versus the forcing frequency are plotted to predict much of the qualitative behavior of the actual physical system, which enable the practicing engineer to select excitation frequency ranges in which stable period one single-impact response can be expected to occur, and to predict the larger impact velocity and shorter impact period of such response.     

Hopf-flip bifurcations of vibratory systems with impacts

Two vibro-impact systems are considered. The period n single-impact motions and Poincaré maps of the vibro-impact systems are derived analytically. Stability and local bifurcations of single-impact periodic motions are analyzed by using the Poincaré maps. A center manifold theorem technique is applied to reduce the Poincaré map to a three-dimensional one, and the normal form map associated with Hopf-flip bifurcation is obtained. It is found that near the point of codim 2 bifurcation there exists not only Hopf bifurcation of period one single-impact motion, but also Hopf bifurcation of period two double-impact motion. Period doubling bifurcation of period one single-impact motion is commonly existent near the point of codim 2 bifurcation. However, no period doubling cascade emerges due to change of the type of period two fixed points and occurrence of Hopf bifurcation associated with period two fixed points. The results from simulation shows that there exists an interest torus doubling bifurcation occurring near the value of Hopf-flip bifurcation. The torus doubling bifurcation makes the quasi-periodic attractor associated with period one single-impact motion transit to the other quasi-periodic attractor represented by two attracting closed circles. The torus bifurcation is qualitatively different from the typical torus doubling bifurcation occurring in the vibro-impact systems.     

Chaos control by harmonic excitation with proper random phase

Chaos control may have a dual function: to suppress chaos or to generate it. We are interested in a kind of chaos control by exerting a weak harmonic excitation with random phase. The dual function of chaos control in a nonlinear dynamic system, whether a suppressing one or a generating one, can be realized by properly adjusting the level of random phase and determined by the sign of the top Lyapunov exponent of the system response. Two illustrative examples, a Duffing oscillator subject to a harmonic parametric control and a driven Murali-Lakshmanan-Chua (MLC) circuit imposed with a weak harmonic control, are presented here to show that the random phase plays a decisive role for control function. The method for computing the top Lyapunov exponent is based on Khasminskii's formulation for linearized systems. Then, the obtained results are further verified by the Poincare map analysis on dynamical behavior of the system, such as stability, bifurcation and chaos. Both two methods lead to fully consistent results.     

Positive top Lyapunov exponent via invariant cones: Single trajectories

We establish criteria for the positivity of the top Lyapunov exponent of a nonautonomous dynamics in terms of invariant cone families, both for maps and flows. The families of cones are associated with quadratic forms of type (k,p−k)$(k,p-k)$ with k arbitrary. Our work can be seen as a counterpart of results in the context of ergodic theory, where the positivity of the top Lyapunov exponent is obtained for almost all trajectories although saying nothing about each specific trajectory.     

Lyapunov exponents of nilpotent Itô systems with random coefficients

The paper considers the top Lyapunov exponent of a two-dimensional linear stochastic differential equation. The matrix coefficients are assumed to be functions of an independent recurrent Markov process, and the system is a small perturbation of a nilpotent system. The main result gives the asymptotic behavior of the top Lyapunov exponent as the perturbation parameter tends to zero. This generalizes a result of Pinsky and Wihstutz for the constant coefficient case.     

Exact solutions of the problem of the vibro-impact oscillations of a discrete system with two degrees of freedom

Non-smooth time transformations are used to investigate strongly non-linear periodic free oscillations of a vibro-impact system with two degrees of freedom. Allowance for the boundary conditions at collision times enables the singularities induced by these transformations to be eliminated. The smoothed equations of motion turn out to be linear. Investigation of the periodic solutions reveals vibro-impact states with one- an two-sided collisions, including localized states (only one of the masses experiences collisions with stopping devices), and their bifurcation structure.     

The symmetrization method and limit cycles of vibro-impact systems

Periodic solutions of vibro-impact systems with one degree of freedom are studied. Sufficient conditions for the convergence of impact systems are obtained. Some classical results on the existence of limit cycles for second-order equations are generalized.     

Almost Sure Stability Analysis of Parametric Roll in Random Seas Based on Top Lyapunov Exponent

Stability analysis of the upright position of a ship in random head or following seas is presented. Such seas lead to parametric excitation of roll motion due to periodic variations of the righting lever. The development of simple criteria for the occurrence of parametric induced roll motion in random seas is of major interest for improvement of the international code on intact stability provided by the International Maritime Organization. The stability analysis in random seas is based on the calculation of the top Lyapunov exponent using the fact, that a negative top Lyapunov exponent yields no roll motion. With this findings, roll motion can be excluded for specific sea states. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Application of the harmonic balance method to ground moling machines operating in periodic regimes

A new system for ground moling has been patented by the University of Aberdeen and licensed world-wide. This new system is based on vibro-impact dynamics and offers significant advantages over existing systems in terms of penetrative capability and reduced soil disturbance. This paper describes current research into the mathematical modelling of the system. Periodic response is required to achieve the optimal penetrating conditions for the ground moling process, as this results in reduced soil penetration resistance. Therefore, there is a practical need for a robust and efficient methodology to calculate periodic responses for a wide range of operational parameters. Due to the structural complexity of a real vibro-impact moling system, the dynamic response of an idealised impact oscillator has been investigated in the first instance. This paper presents a detailed study of periodic responses of the impact oscillator under harmonic forcing using the alternating frequency-time harmonic balance method. Recommendations of how to effectively adapt the alternating frequency-time harmonic balance method for a stiff impacting system are given.     

Chaos control of a class of parametrically excited Duffing’s system using a random phase

As the analysis of the chaotic dynamical behavior of a parametric Duffing’s system, we show that chaos can be suppressed by addition the Gauss white noise phase and determined by the sign of the top Lyapunov exponent, which is based on the Khasminskii’s formulation and the extension of Wedig’s algorithm for linear stochastic systems. Also Poincaré map analysis is carried out to confirm the obtained results. So random phase can be realized as one of the methods of chaos control.     

Effect of random noise on chaotic motion of a particle in a ϕ6 potential

The chaotic behaviors of a particle in a triple well ϕ⁶ potential possessing both homoclinic and heteroclinic orbits under harmonic and Gaussian white noise excitations are discussed in detail. Following Melnikov theory, conditions for the existence of transverse intersection on the surface of homoclinic or heteroclinic orbits for triple potential well case are derived, which are complemented by the numerical simulations from which we show the bifurcation surfaces and the fractality of the basins of attraction. The results reveal that the threshold amplitude of harmonic excitation for onset of chaos will move downwards as the noise intensity increases, which is further verified by the top Lyapunov exponents of the original system. Thus the larger the noise intensity results in the more possible chaotic domain in parameter space. The effect of noise on Poincare maps is also investigated.     

Noise and Dissipation on Coadjoint Orbits

We derive and study stochastic dissipative dynamics on coadjoint orbits by incorporating noise and dissipation into mechanical systems arising from the theory of reduction by symmetry, including a semidirect product extension. Random attractors are found for this general class of systems when the Lie algebra is semi-simple, provided the top Lyapunov exponent is positive. We study in details two canonical examples, the free rigid body and the heavy top, whose stochastic integrable reductions are found and numerical simulations of their random attractors are shown.     

Periodic motions and bifurcations of a vibro-impact system

Based on the analysis of a two-degree-of-freedom plastic impact oscillator, we introduce a three-dimensional map with dynamical variables defined at the impact instants. The non-linear dynamics of the vibro-impact system is analyzed by using the Poincaré map, in which piecewise property and singularity are found to exist. The piecewise property is caused by the transitions of free flight and sticking motions of two masses immediately after the impact, and the singularity of map is generated via the grazing contact of two masses and corresponding instability of periodic motions. These properties of the map have been shown to exhibit particular types of sliding and grazing bifurcations of periodic-impact motions under parameter variation. Simulations of the free flight and sticking solutions are carried out, and regions of existence and stability of different impact motions are therefore presented in (δ, ω) plane of dimensionless clearance δ and frequency ω. The influence of non-standard bifurcations on dynamics of the vibro-impact system is elucidated accordingly.     

Large deviations and stochastic flows of diffeomorphisms

Summary Previous results in the theory of large deviations for additive functionals of a diffusion process on a compact manifold M are extended and then applied to the analysis of the Lyapunov exponents of a stochastic flow of diffeomorphisms of M. An approximation argument relates these results to the behavior near the diagonal Δ in M ² of the associated two point motion. Finally it is shown, under appropriate non-degeneracy conditions, that the two-point motion is ergodic on M ²-Δ if the top Lyapunov exponent is positive. At the period when this research was initiated, both authors where guests of the I.M.A. in Minneapolis. The first author was at Aberdeen University, Scotland when this article was prepared. Throughout the period of this research, the second author has been partially supported by N.S.F. grant DMS-8611487 and ARO grant DAAL03-86-K-171     

Lyapunov exponents of free operators

Lyapunov exponents of a dynamical system are a useful tool to gauge the stability and complexity of the system. This paper offers a definition of Lyapunov exponents for a sequence of free linear operators. The definition is based on the concept of the extended Fuglede-Kadison determinant. We establish the existence of Lyapunov exponents, derive formulas for their calculation, and show that Lyapunov exponents of free variables are additive with respect to operator product. We illustrate these results using an example of free operators whose singular values are distributed by the Marchenko-Pastur law, and relate this example to C.M. Newman's “triangle” law for the distribution of Lyapunov exponents of large random matrices with independent Gaussian entries. As an interesting by-product of our results, we derive a relation between the extended Fuglede-Kadison determinant and Voiculescu's S-transform.     

Phase trajectory portrait of the vibro-impact forced dynamics of two heavy mass particles motions along rough circle

Forced vibro-impact dynamics of the two heavy mass particle motions, in vertical plane, along rough circle with Coulomb’s type friction and one, one side impact limiter is considered in combinations of applied analytical and numerical methods. System of two differential double equations, each for one of two heavy mass particle motions along same rough circle are composed with corresponding initial conditions as well as impact conditions. By use software package tools differential double equations are numerically integrated for obtaining phase portrait of phase trajectory branches for different mass particles initial kinetic states. By series of the phase trajectory branches for each mass particle motion between two impacts or between impact and alternation of the Coulomb’s friction force direction, two phase trajectory graphs of the system vibro-impact non-linear dynamics are composed. Different software tools are used as helping tools for calculate time moments of the series of the impacts between mass particles, as well as positions of the impacts, necessary for calculations of the impact velocities of the mass particles before and after impacts. Some comparison between forced and free vibro-impact dynamics of the two heavy mass particles in vertical plane, along rough circle with Coulomb’s type friction and one, one side impact limiter is done. Trigger of coupled one side singularities in phase portraits are identified.     

Effect of bounded noise on the chaotic motion of a Duffing Van der pol oscillator in a ϕ6 potential

This paper investigates the chaotic behavior of an extended Duffing Van der pol oscillator in a ϕ⁶ potential under additive harmonic and bounded noise excitations for a specific parameter choice. From Melnikov theorem, we obtain the conditions for the existence of homoclinic or heteroclinic bifurcation in the case of the ϕ⁶ potential is bounded, which are complemented by the numerical simulations from which we illustrate the bifurcation surfaces and the fractality of the basins of attraction. The results show that the threshold amplitude of bounded noise for onset of chaos will move upwards as the noise intensity increases, which is further validated by the top Lyapunov exponents of the original system. Thus the larger the noise intensity results in the less possible chaotic domain in parameter space. The effect of bounded noise on Poincare maps is also investigated.